Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47246.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45851.44 Kr¶

PnL: ---------------------------------------> -1037.13 Kr¶

DD now: ---------------------------------> -2.845 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 17:08:11.229909'

Anic Portfolio¶

Today¶

Return: -0.396 %¶

This Week¶

Return: -1.391 %¶

Total¶

Return: 54.673 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
HMS Networks 2 14.050000 788.800000 115.800000 17.210000 673.000000
SAAB B 8 1.060000 3444.000000 67.000000 1.980000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.640000 389.500000 34.500000 9.720000 355.000000
Nordea Bank Abp 29 0.230000 3477.100000 23.100000 0.670000 3453.999992
Corem Property Group B 59 -2.870000 599.440000 22.440000 3.890000 576.999999
AcadeMedia 12 -1.520000 576.720000 19.720000 3.540000 557.000004
Resurs Holding 22 -1.680000 591.800000 17.800000 3.100000 573.999998
Intrum 4 2.680000 544.400000 17.400000 3.300000 527.000000
OEM International B 7 0.910000 542.500000 14.500000 2.750000 527.999997
Swedbank A 3 -0.490000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 0.160000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 1.410000 553.920000 10.920000 2.010000 543.000000
Securitas B 6 -0.270000 577.200000 7.200000 1.260000 570.000000
Boozt 12 -0.430000 1660.800000 6.800000 0.410000 1653.999996
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.680000 246.000000 0.000000 0.000000 246.000000
CTEK 13 0.740000 533.000000 -1.000000 -0.190000 533.999999
Handelsbanken A 5 0.230000 541.000000 -5.000000 -0.920000 546.000000
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -2.110000 547.400000 -26.600000 -4.630000 574.000000
International Petroleum Corp. 5 0.090000 553.000000 -41.570000 -6.990000 594.565215
Essity A 4 -1.970000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 2.360000 546.110000 -66.890000 -10.910000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -10.260000 2818.400000 -152.600000 -5.140000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 0.580000 1411.200000 -252.800000 -15.190000 1663.999992
Axfood 13 -3.110000 3465.150000 -290.850000 -7.740000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45851.440000 -1037.130000 -2.8449% 46888.564618

Updated:¶

'2023-01-26 17:08:24.213802'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶